Related papers: Free Convolution and Generalized Dyson Brownian Mo…
We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nested submatrices one obtains a limiting…
This paper is the third chapter of three of the author's undergraduate thesis. In this paper, we study the convergence of local bulk statistics for linearized covariance matrices under Dyson's Brownian motion. We consider deterministic…
We establish an invariance principle corresponding to the universality of random matrices. More precisely, we prove the dynamical universality of random matrices in the sense that, if the random point fields $ \muN $ of $ \nN $-particle…
The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…
The relativistic generalization of the Brownian motion is discussed. We show that the transformation property of the noise term is determined by requiring for the equilibrium distribution function to be Lorentz invariant, such as the…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…
We discuss analytical results for a run-and-tumble particle (RTP) in one dimension in presence of boundary reservoirs. It exhibits `kinetic boundary layers', nonmonotonous distribution, current without density gradient, diffusion…
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…
A matrix model on a D-dimensional Euclidean space is introduced as a generalization of random matrix models and as a non-perturbative definition of discretized closed string theory. The free energy of the matrix model is formally derived to…
We study the classical and quantum dynamics of generally covariant theories with vanishing a Hamiltonian and with a finite number of degrees of freedom. In particular, the geometric meaning of the full solution of the relational evolution…
Finding an efficient and compelling regularization of soft and collinear degrees of freedom at the same invariant mass scale, but separated in rapidity is a persistent problem in high-energy factorization. In the course of a calculation,…
We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive…
We study the overlaps between eigenvectors of nonnormal matrices. They quantify the stability of the spectrum, and characterize the joint eigenvalues increments under Dyson-type dynamics. Well known work by Chalker and Mehlig calculated the…
We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…
The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct…
Using the Fokker-Planck equation describing the evolution of the transmission eigenvalues for Dyson's Brownian motion ensemble, we calculate the magnetoconductance of a ballistic chaotic dot in in the crossover regime from the orthogonal to…
In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…
Modified Newtonian Dynamics has one free parameter and requires an interpolation function to recover the normal Newtonian limit. We here show that this interpolation function is unnecessary in a recently proposed covariant completion of…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
Let $Z_N$ be a Ginibre ensemble and let $A_N$ be a Hermitian random matrix independent from $Z_N$ such that $A_N$ converges in distribution to a self-adjoint random variable $x_0$. For each $t>0$, the random matrix $A_N+\sqrt{t}Z_N$…